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3I0-012 · Question #167

3I0-012 Question #167: Real Exam Question with Answer & Explanation

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Question

A 6-month SEK/NOK Swap is quoted 40/50. Spot is 1.1145. Which of the following statements is correct?

Options

  • ASEK interest rates are higher than NOK interest rates
  • BNOK interest rates are higher than SEK interest rates
  • CNOK interest rates are higher than USD interest rates
  • DSEK interest rates and NOK interest rates are converging

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